The block you're using sets motion based on a X direction and a Y direction relative to the actor. So for example, -10 Xdir and -10 Ydir would send the actor diagonally up and to the left.
The numbers you're putting in the field are the X and Y values of the mouse's position. Both will always be positive numbers and as a result, your actor is always travelling down and to the left.
Your solution will be to not use the X/Y of the mouse directly, but instead subtract the actor's X/Y position from the mouse's position. So, just put a "Number - Number" (the subtraction block) inside those two fields and in the first half put the X/Y of Self and then the second should be X/Y of mouse.